Cunningham began an affair with Emily Pinkard while Jeff was serving in Texas later in the war. Jeff discovered the two in bed when he returned home on furlough in 1916. Pinkard eventually forgave both Cunningham and Emily.

Cunningham voted for Freedom Party candidates in the 1920s but did not share Pinkard's passionate commitment to party activities. Because of this, he was often home in the cottage next door to the Pinkards' while Jeff was at party meetings, and he and Emily took advantage of Jeff's absence to resume their affair. Pinkard discovered them a second time and broke off his friendship with Cunningham.